+3,391.6%
PFE vs COO
+5,356.1%
-1,964.5%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -1.5% |
| 7D | -3.7% | +4.7% | -8.4% | -4.0% |
| 30D | +5.0% | +13.9% | -8.9% | +4.1% |
| 3M | +12.2% | -14.9% | +27.1% | +13.2% |
| 6M | +14.6% | +2.0% | +12.6% | +14.2% |
| YTD | +24.1% | -23.9% | +48.0% | +26.1% |
| 1Y | +26.6% | -9.6% | +36.2% | +27.1% |
| 3Y | +14.3% | -25.4% | +39.7% | +15.7% |
| 5Y | -21.9% | -41.2% | +19.3% | -20.1% |
| 10Y | +62.6% | +42.1% | +20.6% | +58.1% |
| All | +3,391.6% | +5,356.1% | -1,964.5% | +2,991.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded COO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling